-4.6%
IP vs AHR
+23.3%
-27.9%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.5% | +2.9% | +1.8% |
| 7D | -0.3% | -0.2% | -0.1% | -0.2% |
| 30D | +7.9% | +10.2% | -2.3% | +5.7% |
| 3M | -15.3% | +8.3% | -23.6% | -16.8% |
| 6M | +10.5% | +13.0% | -2.5% | +7.7% |
| YTD | -9.4% | +24.6% | -34.0% | -9.5% |
| 1Y | -4.6% | +22.2% | -26.9% | -5.3% |
| All | -4.6% | +23.3% | -27.9% | -5.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AHR.
Daily Out/Under-Performance
Portfolio return minus AHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AHR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded AHR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling